Tour v309
VLO
VALERO ENERGY CORP N
$279.03 -0.79%
7/10 12:00

Option Volume

Detail
β„Ή
Current (07/10 12:00pm) 2,951
Calls: 1,898 (64%)
Puts: 1,053 (36%)
Prior (07/08) 6,673
Calls: 5,012 (75%)
Puts: 1,661 (25%)
Current vs Prior -55.78%
Calls: -62.13% (Calls)
Puts: -36.60% (Puts)
Prior 7-Day Total 44,587
Calls: 24,439 (55%)
Puts: 20,148 (45%)
Prior 7-Day Average 6,369
Calls: 3,491 (55%)
Puts: 2,878 (45%)
Current vs Prior 7-Day Avg -53.67%
Calls: -45.64%
Puts: -63.42%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/10 12:00pm) $2.65M
Calls: $1.88M (71%)
Puts: $766.4K (29%)
Prior (07/08) $6.46M
Calls: $5.57M (86%)
Puts: $887.0K (14%)
Current vs Prior -59.01%
Calls: -66.24%
Puts: -13.60%
Prior 7-Day Total $41.91M
Calls: $31.36M (75%)
Puts: $10.55M (25%)
Prior 7-Day Average $5.99M
Calls: $4.48M (75%)
Puts: $1.51M (25%)
Current vs Prior 7-Day Avg -55.78%
Calls: -58.01%
Puts: -49.14%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/10 12:00pm) 0.55
Prior (07/08) 0.33
Current vs Prior +67.41%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -39.17%
Sentiment BULLISH

Open Interest

Detail
β„Ή
Current (07/10 12:00pm) 103,038
Calls: 57,045 (55%)
Puts: 45,993 (45%)
Prior (07/08) 96,244
Calls: 53,209 (55%)
Puts: 43,035 (45%)
Current vs Prior +7.06%
Prior 7-Day Total 654,395
Calls: 366,552 (56%)
Puts: 287,843 (44%)
Prior 7-Day Average 93,485
Calls: 52,364 (56%)
Puts: 41,120 (44%)
Current vs Prior 7-Day Avg +10.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.59% | 4.91%4.91% | 13.17%
Prior 3.48% | 5.83%5.83% | 14.33%
Current vs Prior -54.20% | -15.82%-15.82% | -8.12%
Prior 7-Day Avg 3.75% | 6.31%6.50% | 13.80%
Current vs 7-Day Avg -57.43% | -22.15%-24.44% | -4.55%
Prior 7-Day Eod 3.48% | 5.83%-- | --
Current vs 7-Day Eod -54.20% | -15.82%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 67.34% | 14.61%
Calls: 78.26% | 14.29%
Puts: 56.41% | 14.93%
Prior 21.01% | 14.68%
Calls: 18.60% | 17.72%
Puts: 23.42% | 11.63%
Current vs Prior +220.51% | -0.48%
Prior 7-Day Avg 33.79% | 13.88%
Calls: 35.30% | 14.43%
Puts: 32.29% | 13.33%
Current vs 7-Day Avg +99.26% | +5.26%
Liquidity Expensive
+
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πŸ€– AI Insights

Moderately bullish flow with 71% call dollar volume ($1.88M). Light premium activity with dollar volume down 59% vs prior. Below-average activity with volume down 56% vs prior. Bullish P/C ratio of 0.55.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
12:00BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:00BULLISHNEUTRALMIXED

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 40 of results (avg 7.7%, best 2.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2115.0015.80$15.405.2%320.51222
$230.00Jul 3148.7051.50$50.105.6%--0.9443
$230.00Jul 1748.1051.00$49.555.9%51.00111
$230.00Jul 1047.9050.80$49.355.9%--1.0010
$235.00Jul 3144.0046.70$45.356.0%--0.9212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2122.0022.60$22.302.7%260.58165
$270.00Aug 2111.2011.80$11.505.2%--0.39575
$280.00Aug 2115.8016.70$16.255.5%10.49141
$290.00Aug 719.3020.40$19.855.5%10.613
$285.00Jul 3114.3015.40$14.857.4%--0.56156

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 81 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1047.9050.80$49.355.9%--1.0010
$240.00Jul 1037.9040.70$39.307.1%--1.0037
$242.50Jul 1035.4038.20$36.807.6%--1.0072
$245.00Jul 1032.9035.70$34.308.2%--1.0030
$265.00Jul 1012.9015.80$14.3520.2%61.00115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Jul 1011.8014.70$13.2521.9%10.94--
$285.00Jul 104.307.30$5.8051.7%410.884
$282.50Jul 101.904.60$3.2583.1%860.8225
$310.00Aug 2134.7037.90$36.308.8%--0.7510
$290.00Jul 1711.5014.10$12.8020.3%50.7411

Most actively traded options today. High liquidity = easy entry/exit. 138 active (total vol 2.5K, top 255)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 100.401.10$0.7593.3%2550.37332
$290.00Jul 172.202.50$2.3512.8%2040.26593
$305.00Aug 145.106.80$5.9528.6%2020.271
$290.00Aug 2110.7011.60$11.158.1%1640.41411
$282.50Jul 100.050.70$0.38171.1%490.18112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 3117.4019.00$18.208.8%1660.6313
$282.50Jul 101.904.60$3.2583.1%860.8225
$277.50Jul 175.005.90$5.4516.5%690.4522
$275.00Jul 174.004.40$4.209.5%460.39242
$285.00Jul 104.307.30$5.8051.7%410.884

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 313.6%, max 910.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Jul 31436.6%47.4%821.7%--53
$325.00Jul 10Jul 31349.0%49.0%612.4%262
$245.00Jul 10Jul 31311.5%47.1%560.8%--59
$250.00Jul 10Aug 21270.3%41.7%548.6%12157
$240.00Jul 10Aug 21266.6%42.2%531.2%--75
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21436.6%43.2%910.0%11168
$225.00Jul 10Aug 7479.2%52.3%816.9%--97
$235.00Jul 10Aug 14394.5%48.4%715.6%1020
$245.00Jul 10Aug 14311.5%41.4%653.0%1120
$247.50Jul 10Jul 24290.9%39.3%639.7%235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 49.00, avg 5.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$315.00$320.00Jul 17$0.10$4.90$0.1049.00$315.10
$305.00$310.00Jul 17$0.23$4.77$0.2320.74$305.23
$300.00$302.50Jul 10$0.15$2.35$0.1515.67$300.15
$305.00$315.00Jul 24$0.65$9.35$0.6514.38$305.65
$302.50$305.00Jul 24$0.17$2.33$0.1713.71$302.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$245.00Jul 31$0.13$4.87$0.1337.46$249.87
$250.00$245.00Aug 7$0.13$4.87$0.1337.46$249.87
$230.00$225.00Aug 7$0.16$4.84$0.1630.25$229.84
$245.00$235.00Aug 14$0.35$9.65$0.3527.57$244.65
$240.00$230.00Jul 31$0.55$9.45$0.5517.18$239.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 39.00, avg 1.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 24$9.75$9.75$0.2539.00$239.75
$230.00$235.00Jul 31$4.75$4.75$0.2519.00$234.75
$240.00$250.00Jul 24$9.25$9.25$0.7512.33$249.25
$270.00$272.50Jul 10$2.30$2.30$0.2011.50$272.30
$255.00$257.50Jul 10$2.25$2.25$0.259.00$257.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$290.00Aug 21$14.00$14.00$6.002.33$296.00
$287.50$285.00Jul 17$1.70$1.70$0.802.13$285.80
$290.00$285.00Jul 31$3.35$3.35$1.652.03$286.65
$285.00$282.50Jul 17$1.60$1.60$0.901.78$283.40
$290.00$280.00Aug 21$6.05$6.05$3.951.53$283.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $1.94, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.20436.6%73.1%
$240.00Jul 10Jul 17$0.30266.6%60.9%
$305.00Jul 10Jul 17$0.33224.5%42.8%
$252.50Jul 10Jul 17$0.40249.7%40.7%
$255.00Jul 10Jul 17$0.60229.1%42.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 10Jul 17$0.10479.2%80.1%
$230.00Jul 10Jul 17$0.10436.6%73.1%
$242.50Jul 10Jul 17$0.10332.2%55.8%
$235.00Jul 10Jul 17$0.13394.5%67.1%
$237.50Jul 10Jul 17$0.13373.6%63.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 0.91% of stock, avg 8.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 10$0.75$1.80$2.55$277.45$282.550.91%
$277.50Jul 10$2.65$0.53$3.18$274.32$280.681.14%
$282.50Jul 10$0.38$3.25$3.63$278.87$286.131.30%
$275.00Jul 10$4.50$0.15$4.65$270.35$279.651.67%
$285.00Jul 10$0.30$5.80$6.10$278.90$291.102.19%
$272.50Jul 10$6.95$0.23$7.18$265.32$279.682.57%
$270.00Jul 10$9.25$0.08$9.33$260.67$279.333.34%
$267.50Jul 10$11.85$0.20$12.05$255.45$279.554.32%
$277.50Jul 17$7.00$5.45$12.45$265.05$289.954.46%
$280.00Jul 17$5.80$6.70$12.50$267.50$292.504.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 0.13% of stock, avg 3.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$292.50$275.00Jul 10$0.20$0.15$0.35$274.65$292.85
$287.50$275.00Jul 10$0.23$0.15$0.38$274.62$287.88
$292.50$267.50Jul 10$0.20$0.20$0.40$267.10$292.90
$287.50$267.50Jul 10$0.23$0.20$0.43$267.07$287.93
$292.50$272.50Jul 10$0.20$0.23$0.43$272.07$292.93
$285.00$275.00Jul 10$0.30$0.15$0.45$274.55$285.45
$287.50$272.50Jul 10$0.23$0.23$0.46$272.04$287.96
$285.00$267.50Jul 10$0.30$0.20$0.50$267.00$285.50
$282.50$275.00Jul 10$0.38$0.15$0.53$274.47$283.03
$285.00$272.50Jul 10$0.30$0.23$0.53$271.97$285.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 32.33, avg credit $4.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/245255/260Jul 31$4.85$0.1532.33$240.15$259.85
250/255260/265Jul 24$4.82$0.1826.78$250.18$264.82
248/250252/255Jul 24$2.38$0.1219.83$247.62$254.88
255/260270/275Aug 7$4.70$0.3015.67$255.30$274.70
245/248260/265Jul 17$4.65$0.3513.29$242.85$264.65
252/255260/265Jul 17$4.63$0.3712.51$250.37$264.63
245/248258/260Jul 17$2.30$0.2011.50$245.20$259.80
252/255258/260Jul 17$2.28$0.2210.36$252.72$259.78
248/250255/260Jul 24$4.53$0.479.64$245.47$259.53
248/250260/265Jul 24$4.53$0.479.64$245.47$264.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 91 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$277.50$280.00$282.50Jul 17$0.05$2.4549.00
$280.00$282.50$285.00Jul 24$0.05$2.4549.00
$250.00$255.00$260.00Jul 31$0.15$4.8532.33
$275.00$280.00$285.00Aug 7$0.15$4.8532.33
$287.50$290.00$292.50Jul 17$0.08$2.4230.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 7$0.19$4.8125.32
$282.50$285.00$287.50Jul 17$0.10$2.4024.00
$280.00$282.50$285.00Jul 24$0.10$2.4024.00
$265.00$267.50$270.00Jul 17$0.11$2.3921.73
$277.50$280.00$282.50Jul 17$0.15$2.3515.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 126 found (best net $-0.20, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$325.001:2Jul 10-$0.20$19.80
$250.00$270.001:2Aug 7-$3.60$16.40
$320.00$330.001:2Jul 17-$0.21$9.79
$305.00$315.001:2Jul 24-$0.48$9.52
$320.00$330.001:2Aug 21-$2.06$7.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$290.001:2Aug 21-$8.30$11.70
$240.00$230.001:2Jul 31$0.00$10.00
$240.00$230.001:2Aug 21-$0.51$9.49
$250.00$240.001:2Aug 21-$1.00$9.00
$260.00$250.001:2Aug 21-$2.15$7.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 5.38%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$15.000.510.3%5.38%5.72%32222
$280.00Aug 7$12.200.500.3%4.37%4.72%717
$290.00Aug 21$10.700.413.9%3.83%7.77%164411
$280.00Jul 31$10.600.500.3%3.80%4.15%2526
$285.00Aug 7$10.000.442.1%3.58%5.72%--430
$285.00Jul 31$8.500.442.1%3.05%5.19%523
$290.00Aug 7$8.100.393.9%2.90%6.83%26
$280.00Jul 24$7.900.490.3%2.83%3.18%615
$300.00Aug 21$7.500.327.5%2.69%10.20%41643
$282.50Jul 24$6.800.451.2%2.44%3.68%420

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,898
Total Puts 1,053
Put/Call Ratio 0.55
Net Difference 845

Prior's Put/Call Breakdown

Total Calls 5,012
Total Puts 1,661
Put/Call Ratio 0.33
Net Difference 3,351

Prior 7-Day Put/Call Summary

Total Calls 24,439
Total Puts 20,148
Average Put/Call Ratio 0.91
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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